Research interest

• Interior point methods for linear, second order conic and semidefinite optimization
• High performance computing, implementing algorithms, SeDuMi
• Mixed-integer conic optimization
• Parametric second-order cone optimization
• Modelling tools, OR interfaces, problem formulations
• Complexity analysis, polynomial time algorithms for conic optimization
• Adaptive methods in optimization algorithms
• Duality schemes, homogeneous cones

Affiliations

2010-present Optimization Solver Developer, SAS Institute, Cary, NC, USA

2008-2010 Department of Industrial and Systems Engineering, Lehigh University, Bethlehem, PA, USA

2002-2008 Advanced Optimization Lab, McMaster University, Hamilton, Canada

1997-2002 Eötvös University (ELTE), Budapest, Hungary, M.Sc. in Mathematics

2001-2002 Inter-University Centre for Telecommunications and Informatics

1999-2002 Neural Information Processing Group